Character - Walk not Slide
Your walk cycle is too slow. Basically, the guy is going twice to three times the distance he should per step. 

To fix: either speed up the animation, or slow down the movement until it appears that the dude is moving right again. This may take some trial and error.

Also, there's pretty much no realistic way that avoids sliding to move a lego figure besides having his entire upper body rock back with each step. it'll look like he's ice skating until you fix the fact that both feet are on the ground at the same time. The foot that comes forward to take a step needs to be aerial-ized. I realize that this is hard for a guy with no knees but there are ways. You might want to check youtube to see how others have done it.